Author Archives: mjbommar

Computational World Cup

The Financial Times’s Alphaville blog recently covered a number of quantitative models for predicting World Cup outcomes – models developed by well-known “quant” desks.  Though this may seem like a waste of brains and shareholder value, World Cup outcomes are … Continue reading

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Bursts: The Hidden Pattern Behind Everything We Do

Albert-László Barabási, in his usual creative fashion, has produced an interesting game to help publicize his new book, Bursts: The Hidden Pattern Behind Everything We Do. Read their description of the game below and check it out if you’re interested! … Continue reading

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Tax Day: A Mathematical Approach to the Study of the United States Code

United States Code April 15th is Tax Day! Unless you’ve filed for an extension or you’re a corporation on your own fiscal year, you’ve hopefully finished your taxes by now! While you were filing your return, you may have noticed … Continue reading

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H.R. 4872 Word Cloud

With the passage of H.R. 4872 in the House last night, our previous research on the relative size of H.R. 3962 has been in high demand. While we are not yet prepared to run similar calculations for H.R. 4872, at … Continue reading

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New Paper Available on SSRN: A Profitable Trading and Risk Management Strategy Despite Transaction Cost

Readers might be interested in an article that A. Duran and I have coming out in Quantitative Finance this year entitled A Profitable Trading and Risk Management Strategy Despite Transaction Cost. In the article, we develop a strategy which outperforms … Continue reading

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Slides from our Presentation at UPenn Computational Linguistics (CLUNCH) / Linguistic Data Consortium (LDC)

We have spent the past couple days at the University of Pennsylvania where we presented information about our efforts to compile a complete United States Supreme Court Corpus.  As noted in the slides below, we are interested in creating a corpus … Continue reading

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GraphMovie: A Library for Generating Movies from Dynamic Graphs with igraph

Over the past few months, we’ve developed a library for simply generating dynamic network animations. We’ve used this library in visualizations like (1) Visualizing the Gawaher Interactions of Umar Farouk Abdulmutallab, the Christmas Day Bomber and (2) Dynamic Animation of … Continue reading

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Gawaher Forum Content from Farouk1986, the Christmas Day Bomber

Drew Conway over at Zero Intelligence Agents brought to our attention the Farouk1986 data set provided by Evan Kohlman from the NEFA Foundation. For those not familiar, Umar Farouk Abdulmutallab, who is charged with willful attempt to destroy an aircraft in connection … Continue reading

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Visualizing the East Anglia Climate Research Unit Leaked Email Network

As reported in a wide variety of news outlets, last week, a large amount of data was hacked from the Climate Research Unit at the University of East Anglia.  This data included both source code for the CRU climate models, as … Continue reading

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New Paper: Properties of the United States Code Citation Network

We have been working on a larger paper applying many concepts from structural analysis and complexity science to the study of bodies of statutory law such as the United States Code. To preview the broader paper, we’ve published to SSRN … Continue reading

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Visualizing the Structure of H.R. 3962 — The Health Care Bill

In addition to the facts we have presented on HR 3962, we wanted to offer a visualization for the structure of the Bill. Like many other bills, HR 3962, is divided into Divisions, Titles, Subtitles, Parts, Subparts, Sections, Subsections, Clauses, … Continue reading

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Facts About the Length of H.R. 3962, the Affordable Health Care for America Act (AHCAA)

In light of last night’s vote on H.R. 3962, the Affordable Health Care for America Act, we decided to calculate a few numbers on the current bill. Based on the Library of Congress’s XML representation of the bill (which can … Continue reading

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Visualizing Dynamic Networks with Python, Igraph, and SONIA

igraph2sonia Example 1 from michael bommarito on Vimeo. When it comes to quickly motivating a point or engaging students in a classroom, one of the most effective tools is visualization. Not only do movies provide fun and excitement, but they … Continue reading

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Tax Day! A First-Order History of the Supreme Court and Tax

Click to view the full image. In honor of Tax Day, we’ve produced a simple time series representation of the Supreme Court and tax.  The above plot shows the how often the word “tax” occurs in the cases of  the … Continue reading

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OpenSecrets Open Data! – Visualizing the Publicly Traded Assets of Senators in 2007

OpenSecrets.org went open with their data today.  In honor of this very significant act and its ramifications on future government transparency, I’ve decided to produce a quick visualization to answer a question I’ve long been intrigued by – the publicly … Continue reading

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